How to connect to exchange 2010 from outlook 2010 when only an internet connection is present.

I have a user that is having difficulties connecting to his mail when he is not on the VPN. What use to happen was that he only needed an internet connection and he could log onto his email and retrieve everything. now when he is not on the VPN and does have a valid internet connection he tries to open his email and gets the login credential page inputs his credentials and the email just hangs...

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You need to check if the user's UPN (User Principal name) Matches his Email or not. You will need to check your Exchange's Outlook anywhere settings if it's configured properly and it has certificate assigned.

If exchange server is not configured with a public trusted certificate Outlook Anywhere or RPC over HTTP wont work properly unless the CA root certificate of the self signed certificate is imported in the Client's Trusted CA Root store.

You can check if you get proper result by following Jamie's link which is a microsoft connectivity tool that pass through the basic tests for Exchange connectivity.